| Metric | 3967463:solusd:triple_gx:kama140_25_20 | 3967463:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 18.51% | -14.35% |
| Max Drawdown | -22.42% | -58.89% |
| Sharpe | 0.37 | 0.12 |
| Sortino | 0.55 | 0.17 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.15 | 1.03 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.03 | 1.01 |
| Outlier Win Ratio | 24.69 | 2.94 |
| Outlier Loss Ratio | 3.57 | 2.92 |
| Volatility (ann.) | 18.47% | 44.52% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.0 | -0.29 |
| Skew | 0.51 | 0.62 |
| Kurtosis | 19.71 | 8.39 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.56% | -1.4% |
| Expected Yearly % | 8.86% | -7.45% |
| Kelly Criterion | 2.41% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.82% |
| Expected Shortfall (cVaR) | -1.57% | -3.82% |
| Year | 3967463:SOLUSD | 3967463:solusd:triple_gx:kama140_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 37.08 | 1.20 | + |
| 2025 | -34.58 | -13.55 | 0.39 | + |
| Metric | 3967463:solusd:triple_gx:kama140_25_20 | 3967463:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -13.55% | -42.89% |
| 6M | 6.77% | -6.0% |
| YTD | -13.55% | -34.58% |
| 1Y | 18.51% | -14.35% |
| 3Y (ann.) | 22.38% | -16.82% |
| 5Y (ann.) | 22.38% | -16.82% |
| Metric | 3967463:solusd:triple_gx:kama140_25_20 | 3967463:SOLUSD |
|---|---|---|
| Max Drawdown | -22.42% | -58.89% |
| Longest DD Days | 111.0 | 101.0 |
| Avg. Drawdown | -5.92% | -12.09% |
| Avg. Drawdown Days | 19.0 | 18.0 |
| Recovery Factor | 0.83 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-18 | -22.42 | 111 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2025-01-06 | 2025-01-19 | -12.03 | 12 |
| 2024-05-21 | 2024-07-20 | -10.56 | 60 |
| 2024-11-19 | 2024-11-21 | -5.73 | 2 |
| 2024-07-22 | 2024-07-24 | -3.50 | 1 |
| 2024-07-24 | 2024-07-26 | -3.32 | 1 |
| 2024-05-16 | 2024-05-17 | -2.97 | 1 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-11-22 | 2025-01-06 | -2.44 | 45 |
| Metric | 3967463:solusd:triple_gx:kama140_25_20 | 3967463:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 9.56% | 21.25% |
| Worst Week | -11.16% | -17.1% |
| Best Month | 26.77% | 41.15% |
| Worst Month | -12.94% | -36.08% |
| Best Year | 37.08% | 30.93% |
| Worst Year | -13.55% | -34.58% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.37% | -1.44% |
| Avg. Up Week | 5.5% | 12.44% |
| Avg. Down Week | -6.34% | -12.9% |
| Avg. Up Month | 14.11% | 24.4% |
| Avg. Down Month | -1.73% | -22.94% |
| Win Days % | 47.31% | 49.23% |
| Win Month % | 33.33% | 54.55% |
| Win Week % | 63.16% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |